+48.4%
D vs ALLE
+212.2%
-163.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -2.4% | -0.8% | -1.6% | -2.2% |
| 30D | +9.0% | +27.4% | -18.4% | +0.6% |
| 3M | +1.0% | +13.8% | -12.9% | -3.5% |
| 6M | +11.0% | +45.5% | -34.5% | -2.5% |
| YTD | +19.8% | +21.4% | -1.6% | +11.1% |
| 1Y | +16.0% | +15.4% | +0.6% | +9.4% |
| 3Y | +74.4% | +91.7% | -17.4% | +36.4% |
| 5Y | +13.5% | +54.5% | -41.0% | -6.3% |
| 10Y | +48.4% | +210.5% | -162.2% | +9.7% |
| All | +48.4% | +212.2% | -163.8% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling